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~isPartOf:"Annals of finance"
~isPartOf:"The European journal of finance"
~subject:"Derivat"
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Derivat
Hedging
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Leung, Tim
2
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Annals of finance
The European journal of finance
The journal of futures markets
109
Energy economics
76
International journal of theoretical and applied finance
38
Journal of banking & finance
37
International review of financial analysis
31
International review of economics & finance : IREF
23
Finance research letters
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Quantitative finance
19
Applied economics
17
Applied mathematical finance
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Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
Journal of financial economics
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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European journal of operational research : EJOR
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Review of derivatives research
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Working paper
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American journal of agricultural economics
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Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of commodity markets
11
Applied economics letters
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
10
The energy journal
10
The journal of finance : the journal of the American Finance Association
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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ECONIS (ZBW)
23
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1
Investing in commodity futures markets : can pricing models help?
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
4
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
5
Corporate financial hedging and firm value : a meta-analysis
Geyer-Klingeberg, Jerome
;
Hang, Markus
;
Rathgeber, …
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012484392
Saved in:
6
Is corporate hedging always beneficial? : a theoretical and empirical analysis
Ahmed, Hany
;
Fairchild, Richard
;
Guney, Yilmaz
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1746-1780
Persistent link: https://www.econbiz.de/10012314651
Saved in:
7
Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
8
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
9
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
10
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
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